Next Article in Journal
Convolution of Barker and Golay Codes for Low Voltage Ultrasonic Testing
Previous Article in Journal
A Cold-Pressing Method Combining Axial and Shear Flow of Powder Compaction to Produce High-Density Iron Parts
Open AccessFeature PaperArticle

Control Limits for an Adaptive Self-Starting Distribution-Free CUSUM Based on Sequential Ranks

Graduate School of Excellence Computational Engineering, Technische Universität Darmstadt, Dolivostraße 15, 64293 Darmstadt, Germany
Technologies 2019, 7(4), 71; https://doi.org/10.3390/technologies7040071
Received: 7 August 2019 / Revised: 23 September 2019 / Accepted: 28 September 2019 / Published: 1 October 2019
Since their introduction in 1954, cumulative sum (CUSUM) control charts have seen a widespread use beyond the conventional realm of statistical process control (SPC). While off-the-shelf implementations aimed at practitioners are available, their successful use is often hampered by inherent limitations which make them not easily reconcilable with real-world scenarios. Challenges commonly arise regarding a lack of robustness due to underlying parametric assumptions or requiring the availability of large representative training datasets. We evaluate an adaptive distribution-free CUSUM based on sequential ranks which is self-starting and provide detailed pseudo-code of a simple, yet effective calibration algorithm. The main contribution of this paper is in providing a set of ready-to-use tables of control limits suitable to a wide variety of applications where a departure from the underlying sampling distribution to a stochastically larger distribution is of interest. Performance of the proposed tabularized control limits is assessed and compared to competing approaches through extensive simulation experiments. The proposed control limits are shown to yield significantly increased agility (reduced detection delay) while maintaining good overall robustness. View Full-Text
Keywords: cumulative sums; distribution-free; nonparametric; sequential ranks; change point detection cumulative sums; distribution-free; nonparametric; sequential ranks; change point detection
MDPI and ACS Style

Lang, M. Control Limits for an Adaptive Self-Starting Distribution-Free CUSUM Based on Sequential Ranks. Technologies 2019, 7, 71.

Show more citation formats Show less citations formats
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Back to TopTop